CME Australian Dollar Future June 2016


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
24-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 0.7185 0.7228 0.0043 0.6% 0.7106
High 0.7217 0.7228 0.0011 0.2% 0.7217
Low 0.7185 0.7195 0.0010 0.1% 0.7102
Close 0.7217 0.7195 -0.0022 -0.3% 0.7217
Range 0.0032 0.0033 0.0001 3.1% 0.0115
ATR 0.0061 0.0059 -0.0002 -3.2% 0.0000
Volume 22 290 268 1,218.2% 76
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7305 0.7283 0.7213
R3 0.7272 0.7250 0.7204
R2 0.7239 0.7239 0.7201
R1 0.7217 0.7217 0.7198 0.7212
PP 0.7206 0.7206 0.7206 0.7203
S1 0.7184 0.7184 0.7192 0.7179
S2 0.7173 0.7173 0.7189
S3 0.7140 0.7151 0.7186
S4 0.7107 0.7118 0.7177
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7524 0.7485 0.7280
R3 0.7409 0.7370 0.7249
R2 0.7294 0.7294 0.7238
R1 0.7255 0.7255 0.7228 0.7275
PP 0.7179 0.7179 0.7179 0.7188
S1 0.7140 0.7140 0.7206 0.7160
S2 0.7064 0.7064 0.7196
S3 0.6949 0.7025 0.7185
S4 0.6834 0.6910 0.7154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7228 0.7102 0.0126 1.8% 0.0031 0.4% 74% True False 73
10 0.7228 0.7038 0.0190 2.6% 0.0054 0.8% 83% True False 93
20 0.7300 0.7038 0.0262 3.6% 0.0037 0.5% 60% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7368
2.618 0.7314
1.618 0.7281
1.000 0.7261
0.618 0.7248
HIGH 0.7228
0.618 0.7215
0.500 0.7212
0.382 0.7208
LOW 0.7195
0.618 0.7175
1.000 0.7162
1.618 0.7142
2.618 0.7109
4.250 0.7055
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 0.7212 0.7194
PP 0.7206 0.7192
S1 0.7201 0.7191

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These figures are updated between 7pm and 10pm EST after a trading day.

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